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A discrete-time risk model with interaction between classes of business

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  • Wu, Xueyuan
  • Yuen, Kam C.

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  • Wu, Xueyuan & Yuen, Kam C., 2003. "A discrete-time risk model with interaction between classes of business," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 117-133, August.
    • Handle: RePEc:eee:insuma:v:33:y:2003:i:1:p:117-133
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    References listed on IDEAS

    as
    1. De Vylder, F. & Goovaerts, M. J., 1988. "Recursive calculation of finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 1-7, January.
    2. Cossette, Helene & Marceau, Etienne, 2000. "The discrete-time risk model with correlated classes of business," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 133-149, May.
    3. repec:cup:astinb:v:12:y:1981:i:01:p:22-26_00 is not listed on IDEAS
    4. repec:cup:astinb:v:26:y:1996:i:01:p:35-52_00 is not listed on IDEAS
    5. repec:cup:astinb:v:12:y:1981:i:01:p:27-39_00 is not listed on IDEAS
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    Citations

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    Cited by:

    1. Khaled Masoumifard & Mohammad Zokaei, 2020. "Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business," Papers 2002.03295, arXiv.org.
    2. Dang, Lanfen & Zhu, Ning & Zhang, Haiming, 2009. "Survival probability for a two-dimensional risk model," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 491-496, June.
    3. Anastasiadis, Simon & Chukova, Stefanka, 2012. "Multivariate insurance models: An overview," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 222-227.
    4. Hyunju Lee & Ji Hwan Cha, 2020. "A new general class of discrete bivariate distributions constructed by using the likelihood ratio," Statistical Papers, Springer, vol. 61(3), pages 923-944, June.
    5. S. X. Liu & J. Y. Guo, 2006. "Discrete Risk Model Revisited," Methodology and Computing in Applied Probability, Springer, vol. 8(2), pages 303-313, June.
    6. Wang, Guojing & Yuen, Kam C., 2005. "On a correlated aggregate claims model with thinning-dependence structure," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 456-468, June.
    7. Zhang, Zhiqiang & Yuen, Kam C. & Li, Wai Keung, 2007. "A time-series risk model with constant interest for dependent classes of business," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 32-40, July.

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